Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
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Publication:4677015
DOI10.1111/J.1467-9892.2004.01685.XzbMATH Open1062.62167OpenAlexW2001373703MaRDI QIDQ4677015FDOQ4677015
Authors: Maria Eduarda da Silva, Vera Lúcia Olivera 
Publication date: 20 May 2005
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2004.01685.x
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Additive difference equations (39A10)
Cites Work
Cited In (51)
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